Sample Path Analysis and Distributions of Boundary Crossing Times

• Main Author: Zacks, Shelemyahu (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: Lecture Notes in Mathematics, 2203
• Subjects: Mathematics.; Operations research.; Management science.; Probabilities.; Probability Theory and Stochastic Processes.; Operations Research, Management Science.

This monograph is focused on the derivations of exact distributions of first boundary crossing times of Poisson processes, compound Poisson processes, and more general renewal processes.  The content is limited to the distributions of first boundary crossing times and their applications to various s...